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Coherent Distortion Risk Measures in Portfolio Selection
Coherent Distortion Risk Measures in Portfolio Selection The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy
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Market-Consistent Valuations of Life Insurance Business: The U.K. Experience
Market-Consistent Valuations of Life Insurance Business: The U.K. Experience U.K. life insurers writing participating business are required by the Financial Services Authority to value their ...- Authors: Chris O'Brien
- Date: Jul 2007
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods; Public Policy
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General Modeling Issues
General Modeling Issues This session from the 1993 Valuation Actuary Symposium focuses on general modeling issues associated with the completion of the opinion and memorandum required by ...- Authors: Barbara Snyder, Paul A Hekman, Jacqulynn Abdella
- Date: Jan 1993
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods; Public Policy
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Solvency Standards in Canada
Solvency Standards in Canada 1987 Valuation Actuary Symposium. This session discussed the implementation of a solvency testing process, associated company considerations, and the ways in which ...- Authors: Allan Brender, Robert Howard, David R Johnston
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Public Policy
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The Actuarial Perfect Storm
The Actuarial Perfect Storm Feature article discussing how actuaries are affected by the need for maintaining controls and the use of IT resources for meeting these needs. Deterministic models; ...- Authors: Sean M Burns, Jonathan Houk, Paul Kosakowski
- Date: Oct 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods; Public Policy
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Regulatory Expectations from Asset Adequacy Analysis
Regulatory Expectations from Asset Adequacy Analysis This session from the 1994 Valuation Actuary Symposium discusses expectations from asset adequacy analysis including the process of financial ...- Authors: J Duran, John F Gies, Larry M Gorski, Mark D Peavy
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods; Public Policy
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Operational Risk Capital Provisions for Banks and Insurance Companies
Operational Risk Capital Provisions for Banks and Insurance Companies This paper investigates the implications of using the Basel II motivated Advanced Measurement Approaches as a method to ...- Authors: Edoh Afambo
- Date: Jan 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods; Public Policy
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Problems and Solutions
Problems and Solutions This session from the 1993 Valuation Actuary Symposium focuses on problems and solutions observed by consulting firms including cash flow testing, modeling of assets and ...- Authors: Abraham Gootzeit, Application Administrator, Craig R Raymond
- Date: Jan 1993
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession>Best practices; Modeling & Statistical Methods; Public Policy